Improved Estimates of Higher-Order Comoments and Implications for Portfolio Selection
| Year of publication: |
2010
|
|---|---|
| Authors: | Biais, Bruno ; Bossaerts, Peter ; Spatt, Chester |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 23.2010, 4 (26.3.), p. 1467-1467
|